Community Banks Inc/PA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9115 | 7.62 | |
| 0.1925 | 3.60 | |
| 0.6350 | 6.30 | |
| 0.0770 | 0.74 | |
| 0.1420 | 0.84 | |
| -0.3743 | -2.62 | |
| 0.3778 | 2.60 | |
| -0.4465 | -2.77 | |
| 0.6384 | 3.04 |
Estimation Period:
Jan 2, 1990 to Nov 16, 2007
Jan 2, 1990 to Nov 16, 2007
News Impact Curve
Volatility Forecasts
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